Comparing numerical methods for stiff systems of O.D.E:s
- Cite this article as:
- Enright, W.H., Hull, T.E. & Lindberg, B. BIT (1975) 15: 10. doi:10.1007/BF01932994
This paper describes a technique for comparing numerical methods that have been designed to solve stiff systems of ordinary differential equations. The basis of a fair comparison is discussed in detail. Measurements of cost and reliability are made over a collection of 25 carefully selected problems. The problems have been designed to show how certain major factors affect the performance of a method.
The technique is applied to five methods, of which three turn out to be quite good, including one based on backward differentiation formulas, another on second derivative formulas, and a third on extrapolation. However, each of the three has a weakness of its own, which can be identified with particular problem characteristics.